William Kengne
Finance · 2012
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 7 citations into it
- Statistics and Probability — 7 citations into it
Whom William Kengne trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts William Kengne overall
Papers from William Kengne's perspective
Ordered by how strongly the researchers William Kengne trusts endorse each paper. Same corpus, a different order for every researcher.
- The Multiple Change-Points Problem for the Spectral Distribution
- Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
- Change-point estimation in ARCH models
- A test for a change in a parameter occurring at an unknown point
- ASYMPTOTIC NORMALITY OF THE QUASI MAXIMUM LIKELIHOOD ESTIMATOR FOR MULTIDIMENSIONAL CAUSAL PROCESSES
- Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
- Inference about the Change-Point in a Sequence of Random Variables: A Selection Approach
- Pseudo-maximum likelihood estimation of ARCH(∞) models
- Inference about the change-point in a sequence of binomial variables
- WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY
Their papers
- Multiple breaks detection in general causal time series using penalized quasi-likelihood (2012) — 52 citations